Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 92'000 | 92'000 | 91'991 | 91'991 | 249'559 CHF | 250'479 CHF | 100.00% | 100.00% |
12.07.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 92'000 | 92'000 | 92'000 | 92'000 | 248'809 CHF | 249'729 CHF | 100.00% | 100.00% |
11.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 92'000 | 92'000 | 91'920 | 91'920 | 247'624 CHF | 248'544 CHF | 100.00% | 100.00% |
10.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 92'000 | 92'000 | 92'000 | 92'000 | 244'287 CHF | 245'207 CHF | 100.00% | 100.00% |
09.07.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 92'000 | 92'000 | 92'000 | 92'000 | 242'756 CHF | 243'676 CHF | 100.00% | 100.00% |
08.07.2024 | 0.36% | 2.69 CHF | 2.70 CHF | 92'000 | 92'000 | 90'113 | 90'113 | 246'636 CHF | 247'537 CHF | 99.99% | 99.99% |
05.07.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 92'000 | 92'000 | 92'000 | 92'000 | 248'794 CHF | 249'714 CHF | 100.00% | 100.00% |
04.07.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 92'000 | 92'000 | 92'000 | 92'000 | 249'698 CHF | 250'618 CHF | 100.00% | 100.00% |
03.07.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 92'000 | 92'000 | 92'035 | 92'035 | 242'401 CHF | 243'321 CHF | 100.00% | 100.00% |
02.07.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 96'000 | 96'000 | 96'000 | 96'000 | 245'837 CHF | 246'797 CHF | 99.98% | 99.98% |